1810596 (Ireland) Risk Analysis And Volatility Evaluation

Our way in which we are foreseeing volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for 1810596 which you can use to evaluate future volatility of the entity. Please confirm 1810596 Standard Deviation of 7.61, Market Risk Adjusted Performance of 0.8326 and Coefficient Of Variation of 2785.01 to double-check if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

1810596 Market Sensitivity

As returns on market increase, 1810596 returns are expected to increase less than the market. However during bear market, the loss on holding 1810596 will be expected to be smaller as well.
One Month Beta |Analyze 1810596 Demand Trend
Check current 30 days 1810596 correlation with market (DOW)
β = 0.32

1810596 Central Daily Price Deviation

1810596 Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

1810596 Projected Return Density Against Market

Assuming 30 trading days horizon, 1810596 has beta of 0.32 . This suggests as returns on market go up, 1810596 average returns are expected to increase less than the benchmark. However during bear market, the loss on holding 1810596 will be expected to be much smaller as well. Moreover, 1810596 has an alpha of 0.2623 implying that it can potentially generate 0.2623% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=0.26
β
Beta against DOW=0.32
σ
Overall volatility
=0.00
Ir
Information ratio =0.0342

1810596 Return Volatility

1810596 accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.2203% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Did you try this?

Run Pattern Recognition Now

   

Pattern Recognition

Use different Pattern Recognition models to time the market across multiple global exchanges
All  Next Launch Pattern Recognition

Investment Outlook

1810596 Investment Opportunity

DOW has a standard deviation of returns of 1.22 and is 9.223372036854776E16 times more volatile than 1810596. 0% of all equities and portfolios are less risky than 1810596. Compared to the overall equity markets, volatility of historical daily returns of 1810596 is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use 1810596 to protect against small markets fluctuations. The fund experiences very speculative upward sentiment.. Check odds of 1810596 to be traded at $0.0 in 30 days. As returns on market increase, 1810596 returns are expected to increase less than the market. However during bear market, the loss on holding 1810596 will be expected to be smaller as well.

1810596 correlation with market

correlation synergy
Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding 1810596 and equity matching DJI index in the same portfolio.

1810596 Volatility Indicators

1810596 Current Risk Indicators

Check also Trending Equities. Please also try Price Ceiling Movement module to calculate and plot price ceiling movement for different equity instruments.
Search macroaxis.com